+152.6%
SLV vs FN
+3,020.0%
-2,867.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.0% | +11.1% | +5.6% |
| 7D | -3.9% | -7.0% | +3.1% | -3.5% |
| 30D | -14.5% | -24.7% | +10.3% | -12.8% |
| 3M | -12.4% | -35.7% | +23.3% | -10.0% |
| 6M | -28.5% | -52.4% | +23.9% | -25.3% |
| YTD | -26.8% | -25.0% | -1.8% | -26.0% |
| 1Y | +10.3% | -25.7% | +36.0% | +11.4% |
| 3Y | +122.2% | +110.2% | +12.0% | +108.3% |
| 5Y | +114.4% | +192.3% | -78.0% | +95.8% |
| 10Y | +170.1% | +812.3% | -642.2% | +132.5% |
| All | +152.6% | +3,020.0% | -2,867.4% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling